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Stock volatility and impact of news : the case of four Asia-Pacific markets

Tse, Yiu Kuen - In: Advances in international banking and finance 2 (1996), pp. 115-137

Persistent link: https://www.econbiz.de/10001208777

The impacts of Hong Kong's currency board reforms on the interbank market

Tse, Yiu Kuen; Yip, Paul S. L. - In: Journal of banking & finance 27 (2003) 12, pp. 2273-2296

Persistent link: https://www.econbiz.de/10001824082

A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations

Tse, Yiu Kuen; Tsui, Albert K. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 351-362

Persistent link: https://www.econbiz.de/10001695276

Exchange-rate systems and interest-rate behaviour : the experience of Hong Kong and Singapore

Tse, Yiu Kuen; Yip, Paul S. L. - In: International review of economics & finance : IREF 15 (2006) 2, pp. 212-227

Persistent link: https://www.econbiz.de/10003334408

Effects of electronic trading on the Hang Seng Index futures market

Fung, Joseph K. W.; Lien, Da-hsiang Donald; Tse, Yiuman; … - In: International review of economics & finance : IREF 14 (2005) 4, pp. 415-425

Persistent link: https://www.econbiz.de/10003195716

Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence

Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007

Persistent link: https://www.econbiz.de/10003729191

The Impacts of Hong Kong's Currency Board Reforms on the Interbank Market

Tse, Yiu Kuen; Yip, Paul S. L. - 2001

Among the economies with a Currency Board System, Hong Kong is probably the one with (a) the largest and most developed financial sector, and (b) the highest capital mobility. Hence, studying Hong Kong's Currency Board System is not only crucial to Hong Kong, but also important for the...

Persistent link: https://www.econbiz.de/10014125384